+42.1%
RF vs PSA
+30.3%
+11.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -0.9% | +3.9% | -4.8% | -2.4% |
| 30D | +6.0% | +19.7% | -13.6% | -1.5% |
| 3M | -8.9% | +4.3% | -13.2% | -10.6% |
| 6M | +2.3% | +11.4% | -9.0% | -2.4% |
| YTD | +7.6% | +33.9% | -26.4% | -5.3% |
| 1Y | +21.2% | +28.3% | -7.1% | +8.5% |
| 3Y | +108.5% | +53.5% | +55.1% | +69.4% |
| All | +42.1% | +30.3% | +11.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling